• Portfolio management using a variety of quantitative volatility trading strategies.
• Technical manager for 10+ junior traders and interns supporting software development.
• Built media mix models using Bayesian Regression to optimize $20m/year marketing strategy.
• Used historical sales data to determine geographic-specific market price distributions using genetic algorithms for optimal selection from heuristic rule sets.
• Designed Inventory turnover and pricing tool based on gradient boosted decision trees.
• Implemented a variety of novel forecasting and probabilistic estimation algorithms for corporate events and special situations, refining core business of option pricing theory.
• Developed new volatility trading strategies around corporate earnings used firm-wide.
• Mentored junior analysts through project life-cycles: ideation, development, implementation.
